Estimating the number of signals using principal component analysis
Research output: Contribution to journal › Article
- Vienna University of Technology
In this work, we develop inferential tools for determining the correct number of principal components under a general noisy latent variable model, which includes as a special case, for example, the noisy independent component model. The problem is approached using hypothesis testing, and we provide both a large‐sample test and several resampling‐based alternatives. Simulations and an application to sound data reveal that both types of approaches keep the desired levels and have good power.
|Publication status||Published - 21 May 2019|
|MoE publication type||A1 Journal article-refereed|